+158.8%
FCX vs CG
+351.2%
-192.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +1.2% |
| 7D | -4.9% | -4.3% | -0.5% | -2.3% |
| 30D | +4.8% | -5.1% | +9.9% | +7.6% |
| 3M | +4.6% | +8.7% | -4.1% | -1.2% |
| 6M | +10.8% | -9.2% | +20.1% | +16.2% |
| YTD | +44.2% | -18.9% | +63.1% | +59.2% |
| 1Y | +59.6% | -25.6% | +85.2% | +85.5% |
| 3Y | +82.2% | +57.3% | +25.0% | +26.3% |
| 5Y | +115.6% | +10.2% | +105.5% | +76.0% |
| 10Y | +670.6% | +364.2% | +306.3% | +147.8% |
| All | +158.8% | +351.2% | -192.3% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling